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The US dollar shortage in global banking and the international policy response
McGuire, Patrick M.; Peter, Goetz von - Bank for International Settlements / Monetary and … - 2009
Among the policy responses to the global financial crisis, the international provision of US dollars via central bank swap lines stands out. This paper studies the build-up of stresses on banks' balance sheets that led to this coordinated policy response. Using the BIS international banking...
Persistent link: https://www.econbiz.de/10009138467
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What explains global exchange rate movements during the financial crisis?
Fratzscher, Marcel - European Central Bank - 2009
A striking and unexpected feature of the financial crisis has been the sharpappreciation of the US dollar against virtually all currencies globally. The paper findsthat negative US-specific macroeconomic shocks during the crisis have triggered asignificant strengthening of the US dollar, rather...
Persistent link: https://www.econbiz.de/10005866568
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EARLY WARNING SYSTEMS OF FINANCIAL CRISES - IMPLEMENTATION OF ACURRENCY CRISIS MODEL FOR UGANDA
Heun, Michael; Schlink, Torsten - Frankfurt School of Finance & Management - 2004
The objective of this paper is to implement a prototype of a currency crisis modelas part of an early warning system framework for Uganda. The financial systemsof developing countries like Uganda are especially vulnerable and therefore robustinstruments to predict crises are needed. Our model is...
Persistent link: https://www.econbiz.de/10005865806
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Transaktionen und Servicing in der Finanzkrise:Berichte und Referate des Frankfurt School NPL Forums 2008
Schalast, Christoph; Bolder, Markus; Radünz, Claus; … - Frankfurt School of Finance & Management - 2009
The report describes the current developments of the German market for Non Performing Loans/Distressed Debt as it is influenced by the financial crisis/credit crunch. Furthermore the sale of (small and medium sized) real estate portfolios since summer 2007 is analysed in more detail.
Persistent link: https://www.econbiz.de/10005865577
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DER MARKTPHASENABHÄNGIGE EINFLUSSDER LIQUIDITÄT AUF DIE CREDIT SPREADSVON CORPORATE BONDS
GANN, PHILIPP - Universität <München> / Fakultät für Betriebswirtschaft - 2010
Credit Spreads Euro denominierter Unternehmensanleihen. Dabei werden zwei Untersuchungsperiodenwährend verschiedener … dadurch ausgelösten internationalen Finanzkrise, diezweite Untersuchungsperiode auf einen Zeitraum während der Krise. Es wird …
Persistent link: https://www.econbiz.de/10009418796
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DIE INTERNATIONALE FINANZKRISE:URSACHEN, TREIBER, VERÄNDERUNGSBEDARF UNDREFORMANSÄTZE
Rudolph, Bernd - Universität <München> / Fakultät für Betriebswirtschaft - 2009
längerfristig wirkenden einzelwirtschaftlichen und regulativenMaßnahmen, die als Antworten auf die internationale Finanzkrise …
Persistent link: https://www.econbiz.de/10009418807
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Measurement and Evaluation of Real Social Burdenof Donor States Providing Euro Emergency Fund
Maier, Helmut - Leontief-Institut für Wirtschaftsanalyse Berlin - 2011
In spring 2010 the Euro-crisis culminated with the threatening state insolvency of Greece and Ireland. By high billion … credits to both member states European Union provided an emergency fund (750 bn Euro) to avoid a similar shock like with the … breakdown of US-bank Lehman Brothers and to avoid a breakdown of its single currency Euro. While the solidly united action of …
Persistent link: https://www.econbiz.de/10009418967
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Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis
Chesney, Marc; Crameri, Remo; Mancini, Loriano - National Centre of Competence in Research - Financial … - 2011
This appendix extends the empirical results in Chesney, Crameri, and Mancini (2011). Informedtrading activities on put and call options are analyzed for 19 companies in the bankingand insurance sectors from January 1996 to September 2009. Our empirical findings suggestthat certain events such as...
Persistent link: https://www.econbiz.de/10009418988
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This Time is the Same:Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
Fahlenbrach, Rüdiger; Prilmeier, Robert; Stulz, René M. - National Centre of Competence in Research - Financial … - 2011
We investigate whether a bank’s performance during the 1998 crisis, which was viewed at the timeas the most dramatic crisis since the Great Depression, predicts its performance during the recentfinancial crisis. One hypothesis is that a bank that has an especially poor experience in a...
Persistent link: https://www.econbiz.de/10009486818
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The Negative CDS-Bond Basis and ConvergenceTrading During the 2007/09 Financial Crisis
Fontana, Alessandro - National Centre of Competence in Research - Financial … - 2011
This papers studies the CDS-bond basis, i.e. a measure of price discrepanciesbetween CDS and bonds spreads, for a sample of investment-graded US rms. Resultsshow that during the 2007/09 nancial crisis the basis was time varying and negativelycorrelated to: the \Libor-OIS" spread, a proxy for the...
Persistent link: https://www.econbiz.de/10009486826